Вы находитесь на странице: 1из 17

7

1) .
.
: xk
[a,b], .

a=x 0 , x i< x i +1 , b=x n .

x N k ( N k N) f x - f(x )
k
k
N k 1

, xk :

f ( x k ) , f ( x k ) , , f (N 1 )( x k )
k

,
.

N k 1
, .(

=N

k=0

Nk

k- . ,
N

H N xk f
l

xk ,

H N ( x )= a j x
j=0

l 0, N k 1


, ,
,
.
:
n N k 1

H N x Ckl x f
k 0 l 0

xk
C kl x


. ,
.

t 0,1
:

f 0 , f 1 , f / 0 , f / 1
,

H 3 t c00 t f 0 c01 t f / 0 c10 t f 1 c11 t f / 1


,

(1)

t 0, t 1

2.


2*2-1=3.
3

a t
j 0

, , :

a0 f 0

/
a1 f 0

a 0 a1 a 2 a3 f 1

a 2a 3a f / 1
2
3
1

aj ,

H 3 t 1 3t 2 2t 3 f 0 3t 2 2t 3 f 1
t 2t 2 t 3 f / 0 t 2 t 3 f / 1

(2)
(1) -,

cmn t m, n 0,1

c00 t
. ,

c00 0 1 c00 1 0 c00 0 0 c00 1 0


,

, ,

t 1

c00 t (t 1)2 ( at b)

c00 0 1

a, b

c00 0 0

b 1 a 2
,

c00 t (t 1) 2 (2t 1) 1 3t 2 t 3
.
.

2) .
.
.
, A U ,

- U ,
- .
,
A , , , A.
, U,
A.
A, U.

, . .

. ,

,
A U, A
.
U
, .
,
.
.

- , k - .

. .

, . .

i j,

,
.
A,

.

. ,
, .

8)
1)
( . spline, [flat] spline , ,
) ,
, .
.
. ,
1 1.
.
.

,
.

.
, ,

, . ,

, .

.
. ,
.

( , n ),
. , ,
.

,
, , .
.

.

.
. .
,
. , 3-
1- ,
( (2)
).

4-

. 5-
2- . .
, (
).
(3):

( ) ,

2- 1-
, 4- 2- . .
,
, (3). ,
,
.

2) .

.
A. A
ei, i=1,..,n:

Aei= iei,

(1)

1 > 2 3 > n .
,
.

max= 1 , , :

(k )

( x ( k 1) , x ( k ) )
( x(k ) , x(k ) )

k = 0,1,2,..

(2)

x(k+1) :

x(k+1) =
x(0) -

Ax(k),

(3)

( 2 )

(k)

(k-1)

<

(4)

- . k
max, x(k)
, max.

A
A + cE,
A

i(A+cE)= i(A) + c. ( 5 )

,
c i(A+cE ) i(A),
c i(A+cE )
i(A).

1.
x(k)
, .. ( 3 ) :

yk +1) =

y(k) = x(k) / x(k) .

A y(k),

( .)

2. c , ,
, i A.

9
1) .

a j y j 1 c j y j b j y

j 1

f j 1

y0 k1 y1 m1 ; y N k2 y N 1 m2 2
(1) :

y j p j 1 y j 1 q j 1 j 0, N 1(3)
,

A,

y j 1 p j y j q j p j p j 1 y j 1 q j 1 q j p j p j 1 y j 1 p j q j 1 q j
(1) :

p j p j p j 1 y j 1 p j q j 1 q j c j p j 1 y j 1 q j 1 b j y j 1 f j 0

y j 1 p j p j p j 1 c j p j 1 b j p j p j q j 1 q j c j q j 1 f j 0
y j 1

p j 1
.
:

p j 1

bj
cj aj pj

; q j 1

q j 1

f j a jq j

;
c j a j p j j 1,2,..., N 1.(4)
p1

pj

q1

qj

( 2 N) .

j0
,

y0 p1 y1 q1
(2).

p1 k1

p1 m 1

p j 1 q j 1

(4) .

p j1
,

q j 1

, (1)(2)

j N 1
(3),

. , ,

yN
.

y N k2 y N 1 m2 k2 pN y N qN m2
.

yN

k2 qN m2
1 k2 pN
.

yj

, ,
.... .

2)


,
,

, ;

, .. ;

:
:
1. :

2.

3. ,



. :

1.

2.
c

- ,

- .

.3 .

L.

f , . .

.
,

f L (. . 3).
. , ,
.
.
, ,
.
, ,
() .

10
1)
. .

.
, , ,

: ,

..

,

, .

.

( ), ,

. ,
, , ,
- ,
.
, , .

.
,

.


,
x .

,
.

( approximo
).

( )


. ,
,
.


,
,
.
.

:
,


,
,
, (
) .

2)

2.1

Ax f

A=AT>0.

rk Axk f
(1)

,
xk, k- , (1). ,
zk=xk rk Azk=rk.

xk 1 xk

k 1 Axk f

xk 1 xk k 1 rk
,

(2) <=> (3)

k+l
||rk+1||

||rk||.

(2)

.
k+l. (3)

Axk 1 Axk k 1 Ark

rk 1 rk k 1 Ark

(4) => (5)

. . rk ,
zk=xk. (5)
,

rk 1

rk

2k 1 rk , Ark k2 1 Ark

(6)

, |||rk+1|| ,

k 1 rk , Ark

Ark .
(7)

, k-

(k+1)-

(7)

xk

k+l.

rk=Axkf

(3)

xk+1.
(3), (7) ,
.

2.2

B xk 1 xk k 1 Axk f , k 0,1,K n,
x0
,

(8)

xk 1 xk B 1 rk , rk Axk f

(9)

k =B1rk (k+1)- .
, zk=xkx
, . .

B k 1 k k 1 Ak 0

(10)

B=BT>0.

(8),
k+l

||k+1||

B=(Bk+1,k+1)1/2 k. B=
.

k+l.

(10)

k 1 k k 1 B 1 Ak

k 1

2
B

2
B

2 k 1 Ak , k k2 1 B 1 Ak , Ak
.

k 1 Ak , k

Ak , Ak
.

(11)


Bk= rk Bvk=Ak,
vk = B1 k( (9)) .

Ax Bx

(12)